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type_genre:"Arbeitspapier"
type_genre:"Sammlung"
~subject:"Portfolio selection"
~isPartOf:"Research paper / International Center for Financial Asset Management and Engineering"
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Portfolio selection
Theorie
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13
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Walder, Roger
3
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Research paper / International Center for Financial Asset Management and Engineering
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191
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120
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85
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1
Interactions between market and credit risk : modeling the joint dynamics of default-free and defautltable bond term structures
Walder, Roger
-
2002
Persistent link: https://www.econbiz.de/10001732496
Saved in:
2
Optimal investment with default risk
Hou, Yuanfeng
;
Jin, Xiangrong
-
2002
Persistent link: https://www.econbiz.de/10001683041
Saved in:
3
Liquidation risk
Ziegler, Alexandre
;
Duffie, Darrell
-
2001
Persistent link: https://www.econbiz.de/10001592003
Saved in:
4
On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001641348
Saved in:
5
A heuristic approach to portfolio optimization
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599885
Saved in:
6
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
7
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
8
Who should buy long-term bonds?
Campbell, John Y.
;
Viceira, Luis M.
-
1998
Persistent link: https://www.econbiz.de/10001641837
Saved in:
9
Enhancing portfolio performance using options strategies : why beating the market is easy
Lhabitant, François-Serge
-
1998
Persistent link: https://www.econbiz.de/10001641852
Saved in:
10
Immunization of bond portfolios : some new results
LaGrandville, Olivier de
-
2002
Persistent link: https://www.econbiz.de/10001655822
Saved in:
11
Integrated market and credit risk management of fixed income portfolios
Walder, Roger
-
2002
Persistent link: https://www.econbiz.de/10001743384
Saved in:
12
Dynamic allocation of treasury and corporate bond portfolios
Walder, Roger
-
2002
Persistent link: https://www.econbiz.de/10001743395
Saved in:
13
Optimal dynamic trading strategies with risk limits
Cuoco, Domenico
;
He, Hua
;
Issaenko, Sergei
-
2001
Persistent link: https://www.econbiz.de/10001743357
Saved in:
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